+279.0%
CHRW vs VCLT
+103.4%
+175.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -3.5% | -0.9% | -2.6% | -3.4% |
| 3M | -19.4% | -3.2% | -16.2% | -19.3% |
| 6M | -21.4% | -3.8% | -17.6% | -21.3% |
| YTD | -7.1% | -2.0% | -5.1% | -7.1% |
| 1Y | +17.8% | -0.8% | +18.6% | +17.8% |
| 3Y | +78.8% | +12.3% | +66.5% | +78.7% |
| 5Y | +83.5% | -15.4% | +98.9% | +77.4% |
| 10Y | +160.2% | +15.7% | +144.5% | +170.9% |
| All | +279.0% | +103.4% | +175.6% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling